Bitcoin SMA Crossover Backtest Results on Binance
Summary
This report presents a one-year backtest of an SMA crossover strategy on Binance BTCUSDT using three-hour candles, covering June 1, 2019 through June 1, 2020. It reports 13 closed trades and a total net profit of 8,471.38, or 84.71%, from a starting balance of 10,000. The finishing balance is shown as 17,295.8, with one open trade and an open loss of 1,134.74 at the report’s end.
The reported maximum drawdown is 53.7%, annual return is 45.67%, and Sharpe ratio is 0.81. The profitable trade rate is 46%; average wins are 2,226.61 against average losses of 698.33, giving a reported win-to-loss average ratio of 3.19. The report also lists fees, expectancy, trade direction split, and holding times. It gives no crossover parameter settings, benchmark comparison, or assessment of robustness, so the figures describe this single backtest and do not establish performance beyond the stated period and market.
Key ideas
- The backtest covers Binance BTCUSDT three-hour candles from June 1, 2019 through June 1, 2020.
- It reports 13 closed trades and total net profit of 8,471.38, equal to 84.71%.
- The reported maximum drawdown is 53.7%, while the Sharpe ratio is 0.81.
- The strategy had a 46% profitable trade rate and an average win-to-loss ratio of 3.19.
- One trade remained open with an open loss of 1,134.74 at the report’s end.
- The report does not state SMA settings or provide robustness analysis.
Tags
Full text
# SMACrossover results loading candles... CANDLES | ----------------------+-------------------------- period | 366 days (1.0 years) starting-ending date | 2019-06-01 => 2020-06-01 exchange | symbol | timeframe | strategy | DNA ------------+----------+-------------+--------------+------- Binance | BTCUSDT | 3h | SMACrossover | Executed backtest simulation in: 12.88 seconds METRICS | ---------------------------------+------------------------------------ Total Closed Trades | 13 Total Net Profit | 8471.38 (84.71%) Starting => Finishing Balance | 10000 => 17295.8 Total Open Trades | 1 Open PL | -1134.74 Total Paid Fees | 225.74 Max Drawdown | -53.7% Annual Return | 45.67% Expectancy | 651.64 (6.52%) Avg Win | Avg Loss | 2226.61 | 698.33 Ratio Avg Win / Avg Loss | 3.19 Percent Profitable | 46% Longs | Shorts | 54% | 46% Avg Holding Time | 3.0 weeks, 6.0 days, 16.0 hours Winning Trades Avg Holding Time | 6.0 weeks, 1.0 day, 5.0 hours Losing Trades Avg Holding Time | 2.0 weeks, 8.0 hours, 34.0 minutes Sharpe Ratio | 0.81
Shown in full with attribution under the source's licence. Licence: MIT
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.